Rural banks face an imperfect and uncertain demand for non-farm real estate agricultural loans. Maximization of a bank's expected utility for a negative binomial is solved by quartic programming. Empirical results show diversification between competitive and imperfectly competitive assets. Uncertainty about expected return parameters is an important risk component
Using a moment based approach, introduced by Antle for producers’ risk behavior elicitation, we deve...
Graduation date:1985A model of agricultural decision making is developed and tested in this thesis. ...
This study examines the impact of farmland investments on the risk-efficiency of mixed asset portfol...
Mean-variance efficient portfolio analysis is applied to situations where not all assets are perfect...
Mean-variance efficient portfolio analysis is applied to situations where not all assets are perfect...
In this study portfolio theory is used as the basis for a theoretical model from which theorems rela...
An asset allocation model is developed in which the bank's problem is one of selecting the mix ...
A general method is provided for evaluating how an expected-utility-maximizing choice is changed in ...
On the basis of portfolio selection theory, this paper finds that whole-farm risk must be regarded a...
To improve on the inclusion of risk in farm planning models, portfolio theory and several concepts o...
In the paper, an attempt to application, known from finance literature the Portfolio The...
This dissertation investigates farm firm growth using a multiperiod investment portfolio problem tha...
This paper uses a portfolio model to investigate the desirability of agricultural assets in a portfo...
The absolute and relative risk aversion characteristics of a large sample of farm operators were est...
Uncertainty occurs when changes in farm incomes are affected by unpredictable yield and/or price flu...
Using a moment based approach, introduced by Antle for producers’ risk behavior elicitation, we deve...
Graduation date:1985A model of agricultural decision making is developed and tested in this thesis. ...
This study examines the impact of farmland investments on the risk-efficiency of mixed asset portfol...
Mean-variance efficient portfolio analysis is applied to situations where not all assets are perfect...
Mean-variance efficient portfolio analysis is applied to situations where not all assets are perfect...
In this study portfolio theory is used as the basis for a theoretical model from which theorems rela...
An asset allocation model is developed in which the bank's problem is one of selecting the mix ...
A general method is provided for evaluating how an expected-utility-maximizing choice is changed in ...
On the basis of portfolio selection theory, this paper finds that whole-farm risk must be regarded a...
To improve on the inclusion of risk in farm planning models, portfolio theory and several concepts o...
In the paper, an attempt to application, known from finance literature the Portfolio The...
This dissertation investigates farm firm growth using a multiperiod investment portfolio problem tha...
This paper uses a portfolio model to investigate the desirability of agricultural assets in a portfo...
The absolute and relative risk aversion characteristics of a large sample of farm operators were est...
Uncertainty occurs when changes in farm incomes are affected by unpredictable yield and/or price flu...
Using a moment based approach, introduced by Antle for producers’ risk behavior elicitation, we deve...
Graduation date:1985A model of agricultural decision making is developed and tested in this thesis. ...
This study examines the impact of farmland investments on the risk-efficiency of mixed asset portfol...